+293.8%
TRV vs BAH
+207.1%
+86.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.8% | -4.3% | -0.4% |
| 7D | -1.5% | +2.4% | -3.9% | -2.0% |
| 30D | -1.8% | -2.9% | +1.1% | -1.3% |
| 3M | +21.6% | -1.3% | +22.9% | +21.4% |
| 6M | +22.5% | -0.9% | +23.3% | +21.6% |
| YTD | +28.1% | -8.2% | +36.4% | +28.2% |
| 1Y | +37.0% | -24.0% | +61.0% | +42.7% |
| 3Y | +141.9% | -28.1% | +170.0% | +144.1% |
| 5Y | +158.5% | +2.5% | +156.0% | +130.5% |
| All | +293.8% | +207.1% | +86.8% | +192.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling